Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,54% | 3,73 CHF | 3,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 371 229 CHF | 373 229 CHF | 99,08% | 99,08% |
19/11/2024 | 0,54% | 3,69 CHF | 3,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 372 760 CHF | 374 760 CHF | 98,18% | 98,18% |
18/11/2024 | 0,52% | 3,76 CHF | 3,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 380 491 CHF | 382 491 CHF | 98,95% | 98,95% |
15/11/2024 | 0,52% | 3,84 CHF | 3,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 384 613 CHF | 386 613 CHF | 98,99% | 98,99% |
14/11/2024 | 0,51% | 3,90 CHF | 3,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 390 311 CHF | 392 311 CHF | 98,23% | 98,23% |
13/11/2024 | 0,52% | 3,86 CHF | 3,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 384 054 CHF | 386 054 CHF | 99,00% | 99,00% |
12/11/2024 | 0,52% | 3,84 CHF | 3,86 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 381 243 CHF | 383 243 CHF | 98,70% | 98,70% |
11/11/2024 | 0,53% | 3,77 CHF | 3,79 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 375 397 CHF | 377 397 CHF | 98,86% | 98,86% |
08/11/2024 | 0,54% | 3,72 CHF | 3,74 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 369 726 CHF | 371 726 CHF | 99,01% | 99,01% |
07/11/2024 | 0,54% | 3,65 CHF | 3,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 365 993 CHF | 367 993 CHF | 98,95% | 98,95% |